The estimation of linear stochastic differential equations with exogenous variables
P. C. B. Phillips
| Year of publication: |
1976
|
|---|---|
| Authors: | Phillips, P. C. B. |
| Published in: |
Statistical inference in continuous time economic models. - Amsterdam : North-Holland Publ. Comp. [u.a.], ISBN 0-7204-3203-0. - 1976, p. 135-173
|
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002641178